-11.0%
LHX vs MLM
-14.6%
+3.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | -6.4% | -4.1% | -2.3% | -5.3% |
| 30D | +11.2% | +8.2% | +3.1% | +8.2% |
| 3M | -9.8% | -3.6% | -6.2% | -9.1% |
| 6M | -13.2% | -15.6% | +2.3% | -8.6% |
| YTD | -10.4% | -16.4% | +6.1% | -8.5% |
| All | -11.0% | -14.6% | +3.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling